Background: Exercise can be used as a model to understand immunometabolism. Biological data on elite athletes are limited, especially for female athletes, including relevant data on acute-phase proteins and amino acid metabolism. Methods: We analyzed acute-phase proteins and amino acids collected at South American, Pan-American, and Olympic Games for 16 Olympic sports. We compared female and male elite athletes (447 vs. 990 samples) across four states (fasting, pre-exercise, post-exercise, and resting) to understand sex-specific immunometabolic responses in elite athletes. Results: Considering all states and sports, we found that elite female athletes exhibited higher concentrations of C-reactive protein, lipopolysaccharide-binding protein, myeloperoxidase, haptoglobin, and IGF1, with ratios ranging from 1.2 to 2.0 (p < 0.001). Women exhibited lower concentrations of most amino acids, except for glutamate and alanine. Although almost 30% lower in women, branched-chain amino acids (BCAAs) showed a similar pattern in all states (ρ ≥ 0.9; p < 0.001), while aromatic amino acids (AAAs) showed higher consumption during exercise in women. Conclusion: We established sex dimorphism in elite athletes’ metabolic and inflammatory responses during training and competition. Our data suggest that female athletes present a lower amino acid response towards central fatigue development than male athletes. Understanding these differences can lead to insights into sex-related immuno-metabolic responses in sports or other inflammatory conditions.